...William Miles Purpose This study aims to determine whether there is a long-run relationship between house prices and rents in US cities. This long-run relationship has been implied by formal asset-pricing models but has often been difficult to find empirically. Design/methodology/approach...

... at: joshua.hall@mail.wvu.edu 19 12 2023 21 01 2024 21 01 2024 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Financial markets Asset pricing Time-series models C22 E21 E32 G12 G14 The challenge of predicting changes...

... territory” [ 2 ]. Saumya Ranjan Dash can be contacted at: sranjan@iimidr.ac.in 10 02 2021 23 03 2021 07 04 2021 © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Financial markets Quantile regressions Asset pricing Investor...

...Anwar S. Al-Gasaymeh; Thair A. Kaddumi; Ghazi M. Qasaimeh Purpose Using capital asset pricing model (CAPM) and the Z-risk index based on weekly data, this study aims to estimate yearly unsystematic, total, three systematic and insolvency risks in the Gulf Cooperation Council (GCC) countries...

...Saji Thazhugal Govindan Nair Purpose This study aims to validate the “expectancy theory” of asset pricing and explores the price discovery process in metals futures markets. Design/methodology/approach This paper adopts the Johansen cointegration and vector error correction model approach...

... of the political, legal and operational impediments. Corey Garriott can be contacted at: cgarriott@bankofcanada.ca 17 07 2019 06 11 2019 12 11 2019 © Bank of Canada. 2020 Bank of Canada. Licensed re-use rights only Investment decisions Asset pricing Debt management...